+519.4%
MS vs ITOT
+871.0%
-351.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.9% |
| 7D | +0.8% | -0.5% | +1.3% | +1.7% |
| 30D | -0.7% | -3.4% | +2.7% | +5.6% |
| 3M | -12.4% | -3.1% | -9.3% | -7.4% |
| 6M | -1.7% | +2.2% | -3.9% | -5.3% |
| YTD | +8.0% | +11.0% | -3.0% | -9.7% |
| 1Y | +16.2% | +11.4% | +4.8% | -3.5% |
| 3Y | +171.3% | +76.4% | +94.9% | -1.0% |
| 5Y | +124.8% | +65.1% | +59.7% | -11.5% |
| 10Y | +553.7% | +287.4% | +266.3% | -53.1% |
| All | +519.4% | +871.0% | -351.6% | -90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ITOT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling